Data/hora: 02/06/2024 14:22:19

Provedor de dados: | 31
País: | United States
Título: | A State Dependent Regime Switching Model of Dynamic Correlations
Autores: | Tejeda,   Hernan A.; Goodwin,   Barry K.; Pelletier,   Denis.
Data: | 2009-05-01
Ano: | 2009
Palavras-chave: | Dynamic correlations; Regime switching; State dependent probabilities; Thresholds; Spillovers; Research Methods/ Statistical Methods.
Resumo: | Replaced with revised version of paper 07/29/09.
Tipo: | Conference Paper or Presentation
Idioma: | Inglês
Identificador: | http://purl.umn.edu/49370

Relação:

Agricultural and Applied Economics Association&gt;2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin

Selected Paper

612757

Formato: | 44